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Thread: please help show

  1. #1
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    Sep 2009
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    please help show

    Hi, can someone please help me show that the MC is aperiodic?

     X_t = \phi X_{t-1} + \epsilon_t, X_0 = 0 and |\phi|<1,

    where \epsilon_1,\epsilon_2, \cdots are all independent N(0,1).

    like i know if X_t can reach any subspace in one step then it is aperiodic, but Im very unsure on how i go about showing this..

    can someone please help me? or just guide me?
    Last edited by mr fantastic; Sep 28th 2009 at 10:01 PM. Reason: Fixed latex
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